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Dynamical Fluctuations of Random Walks in Higher-Order Networks
Phys. Rev. Lett. 133, 107401 – Published 3 September, 2024
DOI: https://doi.org/10.1103/PhysRevLett.133.107401
Abstract
Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate how fluctuations of a dynamical quantity of a random walk exploring a higher-order network arise over time. In the quenched case, where the hypergraph structure is fixed, through large deviation theory we show that the appearance of rare events is hampered in nodes with many higher-order interactions, and promoted elsewhere. Dynamical fluctuations are further boosted in an annealed scenario, where both the diffusion process and higher-order interactions evolve in time. Here, extreme fluctuations generated by optimal higher-order configurations can be predicted in the limit of a saddle-point approximation. Our study lays the groundwork for a wide and general theory of fluctuations and rare events in higher-order networks.
Physics Subject Headings (PhySH)
Article Text
The appearance of fluctuations in dynamical processes is central in determining the future evolution of many real-world systems . The emergence of rare events may be bolstered or hindered by the hosting complex environment, often conveniently modeled as a complex network . Large fluctuations in complex networks have been studied across a variety of processes, including percolation , spreading , and transport . A stream of research has focused on random walks as a versatile model of diffusion in discrete spaces and on their rare event properties . Large deviation theory has revealed that low-degree nodes are more susceptible than hubs to the appearance of atypical loads, possibly leading to dynamical phase transitions .
Despite their success, graphs can only provide a constrained description of real-world systems, as links are inherently limited to model pairwise interactions only . Yet, from social to biological networks, in a wide variety of real-word systems interactions may occur among three or more units at a time. Interestingly, taking into account higher-order interactions has shown to lead to new collective phenomena in a variety of dynamical processes , including diffusion , contagion , synchronization , percolation , and evolutionary games . While such studies have focused on characterizing dynamical behavior at the typical state, understanding fluctuations and rare events driven by the presence of higher-order interactions is to this day still an open problem.
To this end, in this work we propose a study of fluctuations and rare events on higher-order networks using large-deviation theory tools. We focus on random walks on higher-order networks and on an observable that monitors the time the random walker spends in certain regions of the hypergraph. Our study reveals how fluctuations arise in time for a random walk on a fixed hypergraph structure (quenched case), and which higher-order structure is optimal to achieve them (annealed case). In the quenched case the density of higher-order interactions regulates fluctuations of occupation times, which are hampered around well-connected nodes and enhanced elsewhere. In the annealed case, where the structure of interactions is not a priori fixed, the random walk dynamics select the optimal higher-order structure that maximizes fluctuations and rare events are boosted.
In the following, we present a computationally easy-to-handle hypergraph model to introduce a theory of fluctuations for higher-order networks. Our theory and results are further validated in the Supplemental Material by means of extensive numerical simulations on a wide variety of more complex structures with local heterogeneity and with or without starlike structure, as well as more general dynamics of biased random walks. We consider a hypergraph where Illustration of our model. Dashed lines represent pairwise interactions that form the underlying complete graph. In pink, two higher-order interactions connect the core node 0 with the peripheral nodes (1,2), and (3,4). The random walk’s dynamics are represented by arrows departing from certain nodes and pointing towards others, where different thicknesses refer to different jump probabilities. In summary, We consider on where which measures the fraction of time the random walk has spent on the core node 0 up to time The higher the number of triangular interactions, the better connected the core with the periphery of the graph, and the longer the time the random walk will spend in 0. Having delineated the typical behavior of the dynamical process, we now focus on its finite-time fluctuations. We consider dynamical fluctuations in two different physical scenarios. First, we study the mean behavior of rare events of In the quenched scenario, we consider averaged fluctuations in static hypergraph structures with where which characterizes the leading exponential behavior of the moment generating function which links the Laplace parameter Because the random walk where To account for average properties of the ensemble of hypergraphs considered, one can take a quenched average over the disorder—here characterized by the number where “ To understand the role of higher-order interactions, we first look at whether fluctuations of a given magnitude are more or less likely to appear on higher-order networks generated with different values of (a) Rate functions More in detail, in Fig. we show how We now consider random walks defined on nonstatic hypergraphs. Such an annealed scenario is relevant to predict dynamical behaviors in time-varying systems where the structure evolves at a rate that is comparable to the timescale of the process on top , or in large systems whose precise characterization is often limited by lack of data or noise . In particular, we investigate the annealed fluctuations of the occupation time observable in over nonfixed realizations of three-body interactions for the model introduced above. In such a scenario, large fluctuations of a dynamical observable, such as We consider the joint probability of obtaining a realization of the higher order structure and the occupation time in , and compute the moment generating function where we remind the reader that fixing We consider the regime of long times and large graphs, with the condition where we call We can obtain the annealed SCGF from by taking the infinite In Fig. we plot (a) Rate functions For finite In this work we have shed light on the impact of higher-order interactions on the atypical behaviors of dynamical processes on networks. In particular, we have investigated random walks dynamics in a simplified higher-order model, a fully connected pairwise graph with additional random three-body interactions connecting a core node with peripheral nodes. By applying large deviation tools we have derived the leading exponential scaling of fluctuations for a dynamical observable, here considered to be the mean fraction of time the random walk spends on the system nodes. We characterized the dynamics of the system in two different scenarios, showing that the presence of higher-order interactions greatly affects rare events and atypical dynamics. In the quenched case, where the structure of the system is fixed, higher-order interactions inhibit random walk fluctuations of the occupation time at the core. Conversely, in the Supplemental Material , we show that fluctuations of the occupation time on peripheral nodes are enhanced far off the typical occupation time. In the annealed case, averaging over dynamics on non-fixed structures, the random walk dynamics select the optimal structure that realizes a particular fluctuation. In such a scenario, fluctuations of the occupation time are more likely to appear, and by means of a saddle-point approximation, it is possible to capture dynamical fluctuations far from the typical time. In the Supplemental Material , we validated our results on complex structures and showed that homogeneous hypergraphs exhibit a nontrivial density of higher-order interactions boosting fluctuations. Finally, results shown here for random walks extend to broader dynamics, such as for large values of the biasing parameter for biased random walks on hypergraphs, where the bias promotes or hampers the visit of nodes with many higher-order interactions. In the future, it might be interesting to broaden our understanding of the impact of specific higher-order structural features, such as scale-free distribution of higher-order interactions , community structure , or directed hyperedges . Eventually, our work might be proven useful also to characterize the appearance of rare and catastrophic events in the interconnected structure of higher-order systems, or to control patterns of infections in adoption and rumor diffusion in real-world social networks.
L. D. G. acknowledges Paolo D. Piana and Francesco D. Ventura for fruitful discussions. L. D. G. thanks O. Sadekar for valuable assistance.
In the random walk on hypergraph the walker chooses with equal probability among its hyperlinks and then selects one of the nodes belonging to such a higher-order structure, favoring intrinsically those neighbors that belong to highest-order hyperlinks. In order to write the transition matrix, we start defining the hyper incidence matrix
From the hyperincidence matrix one can define the hyperadjacency matrix as follows:
where
whose entry
By means of
where its entries represent the sum of the orders of all the common hyperlinks between
namely, the sum of the orders of all the hyperlinks belonging to
Therefore, the transition matrix of the unbiased random walk on a hypergraph reads
Given a hypergraph of size
where superscript “sim” indicates that the function is obtained from simulations and “hist” refers to the fact that the distribution is approximated by the histogram related to the simulations. We repeat the procedure for many configurations of the hypergraph randomly selected from the binomial distribution in Eq. and calculate the rate functions by averaging as follows:
where
In order to carefully calculate the Legendre transform of Eq. , which is the asymptotic leading behavior of Eq. , and visualize the rate functions appearing in Fig. we generate many trajectories of the random walk of length
This is the procedure followed to obtain the annealed simulations plotted in Fig. .
The histograms of
Supplemental Material
Supplemental results to the main paper investigating the generality of the theory introduced for more complex network structures.
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